-25.0%
SNPS vs RBRK
+124.5%
-149.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.9% |
| 7D | +0.9% | -7.5% | +8.4% | +3.4% |
| 30D | -3.6% | -10.4% | +6.8% | -0.6% |
| 3M | -12.9% | +21.3% | -34.2% | -19.5% |
| 6M | -8.2% | +50.6% | -58.9% | -22.6% |
| YTD | -15.4% | +13.3% | -28.7% | -22.2% |
| 1Y | -9.3% | +11.2% | -20.5% | -16.9% |
| All | -25.0% | +124.5% | -149.5% | -43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RBRK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling